Hello,
I would like to generate a random sample (= 30 obervations) following a negative binomial distribution with expectation = 3 and a coefficient of dispersion (expectation / variance) = 1.2.
sample data;
do i = 1 to 30;
nb_asif = 3 + RAND ('NEGBINOMIAL', ?,?);
output;
end;
run;
How determine my coefficient of dispersion into data step?
Thanks for help.
data sample;
do i = 1 to 30;
nb_asif = 3 + RAND ('NEGBINOMIAL', 0.8333,15);
output;
end;
run;
data sample;
do i = 1 to 30;
nb_asif = 3 + RAND ('NEGBINOMIAL', 0.8333,15);
output;
end;
run;
I was wrong! it's variance/expectation to calculate coefficient of dispersion.
With your code it doesn't work, it's not equal to 1.2
data echantillon;
do i=1 to 30;
nb_asif=3+RAND('NEGBINOMIAL',0.8333,15) ;
output;
end;
run;
proc univariate data=echantillon;
var nb_asif;
output out=dispersion std=volatite var=variance mean=moyenne skewness=skewness kurtosis=kurtosis;
run;
data dispersion1;
set dispersion;
DI=variance/moyenne;
run;
Yes, as per formulation p was going to be greater than one. After making a correction found p=0.8333 and k=15. If you exclude 3 from your equation then you will get a close approximation as sample size increases.
nb_asif=RAND('NEGBINOMIAL',0.8333,15) ;
Sorry for my ignorance but I don't understand...:smileyconfused:
How did you make a correction? p=1/1.2?
And I don't manage how you found the dispersion coefficient = 1.2 after generate.
Thanks.
Please consult properties of negative binomial distribution to understand this in a better way.
Don't miss out on SAS Innovate - Register now for the FREE Livestream!
Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.